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QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
+9.56%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$558M
AUM Growth
-$1.54B
(-73%)
Cap. Flow
-$1.59B
Cap. Flow
% of AUM
-284.67%
Top 10 Holdings %
Top 10 Hldgs %
32.03%
Holding
797
New
278
Increased
29
Reduced
134
Closed
355
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$18.4M |
| 2 |
Apple
AAPL
|
+$13.5M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$12.9M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$8.87M |
| 5 |
Chevron
CVX
|
+$7.09M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$303M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$113M |
| 3 |
Tesla
TSLA
|
+$99M |
| 4 |
SPDR Gold Trust
GLD
|
+$85.1M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$68.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 22.88% |
| 2 | Communication Services | 13.24% |
| 3 | Energy | 8.54% |
| 4 | Consumer Discretionary | 7.43% |
| 5 | Financials | 6.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ATVI
276
DELISTED
Activision Blizzard
ATVI
| $388K | 0.07% |
17,400
-180,900
| -91% | -$3.72M |
|
277
Allstate
ALL
$68.4B
| $387K | 0.07% |
6,600
-16,100
| -71% | -$928K |
|
|
XEC
278
DELISTED
CIMAREX ENERGY CO
XEC
| $387K | 0.07% |
2,700
-6,500
| -71% | -$827K |
|
279
Amkor Technology
AMKR
$12.6B
| $386K | 0.07% |
+34,600
| New | +$319K |
|
280
IAMGOLD
IAG
$8.21B
| $386K | 0.07% |
+93,800
| New | +$334K |
|
|
PDCE
281
DELISTED
PDC Energy, Inc.
PDCE
| $385K | 0.07% |
+6,100
| New | +$383K |
|
282
Ares Capital
ARCC
$13.5B
| $378K | 0.07% |
+21,200
| New | +$364K |
|
283
Pultegroup
PHM
$24.1B
| $372K | 0.07% |
+18,500
| New | +$355K |
|
284
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
| $369K | 0.07% |
7,500
+3,000
| +67% | +$149K |
|
|
NVO
285
Novo Nordisk
NVO
$207B
| $369K | 0.07% |
16,000
-23,000
| -59% | -$508K |
|
286
Eversource Energy
ES
$27.2B
| $368K | 0.07% |
7,800
+3,200
| +70% | +$147K |
|
|
ACAS
287
DELISTED
American Capital Ltd
ACAS
| $362K | 0.06% |
+23,700
| New | +$354K |
|
288
Agilent Technologies
A
$39.2B
| $361K | 0.06% |
+8,807
| New | +$354K |
|
289
Lennar Class A
LEN
$19.8B
| $361K | 0.06% |
9,035
-7,354
| -45% | -$279K |
|
290
BorgWarner
BWA
$13.1B
| $358K | 0.06% |
+6,248
| New | +$344K |
|
291
Wheaton Precious Metals
WPM
$49.7B
| $357K | 0.06% |
+13,600
| New | +$305K |
|
292
Invesco Solar ETF
TAN
$1.42B
| $356K | 0.06% |
8,000
-14,400
| -64% | -$595K |
|
293
ICICI Bank
IBN
$108B
| $354K | 0.06% |
+39,050
| New | +$336K |
|
294
Unum
UNM
$13.6B
| $354K | 0.06% |
10,200
-7,300
| -42% | -$249K |
|
295
Cooper Companies
COO
$14.1B
| $352K | 0.06% |
+10,400
| New | +$344K |
|
|
ARG
296
DELISTED
Airgas Inc
ARG
| $348K | 0.06% |
+3,200
| New | +$342K |
|
297
Agnico Eagle Mines
AEM
$73.5B
| $344K | 0.06% |
+9,000
| New | +$287K |
|
298
Amgen
AMGN
$208B
| $343K | 0.06% |
+2,900
| New | +$336K |
|
299
Zimmer Biomet
ZBH
$18.1B
| $342K | 0.06% |
+3,399
| New | +$332K |
|
|
WBMD
300
DELISTED
WebMD Health Corp.
WBMD
| $342K | 0.06% |
+7,100
| New | +$310K |
|
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Quantitative Investment Management's Q2 2014 Portfolio in Review
As of Q2 2014, Quantitative Investment Management held 797 positions worth $558M, down 73% from $2.1B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Quantitative Investment Management withdrew a net $1.59B in Q2 2014, closing 355 positions and reducing 134 holdings. Its most notable exit was iShares MSCI Emerging Markets ETF, an estimated $303M position sold in full.
By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 13% a quarter earlier, followed by Communication Services and Energy.
Against the trend, Quantitative Investment Management opened a new position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 worth $14.4M.
- Quantitative Investment Management's largest Q2 2014 buy was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 31,531 shares worth $14.4M.
- Quantitative Investment Management added most to Apple in Q2 2014, an estimated $13.5M increase.
- Quantitative Investment Management's biggest Q2 2014 reduction was Tesla, cutting an estimated $99M.
- Quantitative Investment Management fully exited iShares MSCI Emerging Markets ETF in Q2 2014, selling an estimated $303M.
- Quantitative Investment Management's ten largest holdings make up 32% of its $558M portfolio in Q2 2014.
- Quantitative Investment Management opened 278 new positions and closed 355 in Q2 2014.
- Quantitative Investment Management's portfolio value fell 73% quarter-over-quarter to $558M.
Based on Quantitative Investment Management's 13F filing for Q2 2014, filed 8 Aug 2014.